A strategy for testing the unit root in AR (1) model with interceptept. A Monte Carlo experiment
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Autor
Roldán Casas, José Ángel
Dios Palomares, Rafaela
Editor
Fundación Centro de Estudios AndalucesFecha
2004Materia
Unit rootNon-similarity
Dickey-Fuller tests
Monte Carlo simulations
Empirical size